Related papers: Nonparametric generalized fiducial inference for s…
The following discussion is inspired by the paper Nonparametric generalized fiducial inference for survival functions under censoring by Cui and Hannig. The discussion consists of comments on the results, but also indicates it's importance…
Censored data, where the event time is partially observed, are challenging for survival probability estimation. In this paper, we introduce a novel nonparametric fiducial approach to interval-censored data, including right-censored, current…
Fiducial inference was introduced in the first half of the 20th century by Fisher (1935) as a means to get a posterior-like distribution for a parameter without having to arbitrarily define a prior. While the method originally fell out of…
In recent years the ultrahigh dimensional linear regression problem has attracted enormous attentions from the research community. Under the sparsity assumption most of the published work is devoted to the selection and estimation of the…
We consider Bayesian nonparametric inference in the right-censoring survival model, where modeling is made at the level of the hazard rate. We derive posterior limiting distributions for linear functionals of the hazard, and then for `many'…
Fiducial inference, as generalized by Hannig et al. (2016), is applied to nonparametric g-modeling (Efron, 2016) in the discrete case. We propose a computationally efficient algorithm to sample from the fiducial distribution, and use the…
Estimating the difference between two binomial proportions will be investigated, where Bayesian, frequentist and fiducial (BFF) methods will be considered. Three vague priors will be used, the Jeffreys prior, a divergence prior and the…
Reacting against the limitation of statistics to decision procedures, R. A. Fisher proposed for inductive reasoning the use of the fiducial distribution, a parameter-space distribution of epistemological probability transferred directly…
As a classical problem, covariance estimation has drawn much attention from the statistical community for decades. Much work has been done under the frequentist and the Bayesian frameworks. Aiming to quantify the uncertainty of the…
Bayesian, frequentist and fiducial (BFF) inferences are much more congruous than they have been perceived historically in the scientific community (cf., Reid and Cox 2015; Kass 2011; Efron 1998). Most practitioners are probably more…
Reliability inference based on parametric distributions is an important problem in electrical and mechanical engineering. Most existing methods rely on approximations or bootstrap procedures, which may not perform satisfactorily when data…
Fisher's fiducial argument is widely viewed as a failed version of Neyman's theory of confidence limits. But Fisher's goal -- Bayesian-like probabilistic uncertainty quantification without priors -- was more ambitious than Neyman's, and…
Constructing valid inferential methods for constrained parameters in normal and Poisson distributions represents two fundamental and important problems in applied statistics, for which there is currently no unified framework for statistical…
In this expository paper, we consider the problem of causal inference and efficient estimation for the counterfactual survivor function. This problem has previously been considered in the literature in several papers, each relying on the…
An established and growing literature on generalized fiducial inference and related fiducial ideas points to the adoption of fiducial inference as a mainstream perspective among modern statisticians. Like Bayesian posteriors, generalized…
Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…
We propose a deep generative approach to nonparametric estimation of conditional survival and hazard functions with right-censored data. The key idea of the proposed method is to first learn a conditional generator for the joint conditional…
While linear mixed modeling methods are foundational concepts introduced in any statistical education, adequate general methods for interval estimation involving models with more than a few variance components are lacking, especially in the…
We introduce a novel approach to inference on parameters that take values in a Riemannian manifold embedded in a Euclidean space. Parameter spaces of this form are ubiquitous across many fields, including chemistry, physics, computer…
The distribution-free method of conformal prediction (Vovk et al, 2005) has gained considerable attention in computer science, machine learning, and statistics. Candes et al. (2023) extended this method to right-censored survival data,…